+68.4%
XLE vs DFNS
-100.0%
+168.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.4% | +20.9% | +1.5% |
| 7D | +4.4% | -12.7% | +17.0% | +4.4% |
| 30D | -4.3% | -65.2% | +60.9% | -4.5% |
| 3M | +6.0% | -94.6% | +100.6% | +5.4% |
| 6M | +13.2% | -96.2% | +109.5% | +13.4% |
| YTD | +46.7% | -99.6% | +146.3% | +46.4% |
| 1Y | +46.6% | -99.7% | +146.3% | +46.3% |
| All | +68.4% | -100.0% | +168.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling